Group CLI demo into subdirectory. (#6258)

CLI is not most developed interface. Putting them into correct directory can help new users to avoid it as most of the use cases are from a language binding.

demo/CLI/regression/mknfold.py

@@ -0,0 +1,28 @@
+#!/usr/bin/python
+import sys
+import random
+
+if len(sys.argv) < 2:
+    print('Usage:<filename> <k> [nfold = 5]')
+    exit(0)
+
+random.seed(10)
+
+k = int(sys.argv[2])
+if len(sys.argv) > 3:
+    nfold = int(sys.argv[3])
+else:
+    nfold = 5
+
+fi = open(sys.argv[1], 'r')
+ftr = open(sys.argv[1] + '.train', 'w')
+fte = open(sys.argv[1] + '.test', 'w')
+for l in fi:
+    if random.randint(1, nfold) == k:
+        fte.write(l)
+    else:
+        ftr.write(l)
+
+fi.close()
+ftr.close()
+fte.close()